+36.2%
QCOM vs FISV
-55.8%
+92.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.2% | +4.1% |
| 7D | +5.1% | -1.6% | +6.6% | +5.4% |
| 30D | +4.3% | -3.0% | +7.2% | +4.8% |
| 3M | -19.6% | -3.5% | -16.1% | -19.7% |
| 6M | +29.5% | -19.4% | +48.9% | +34.7% |
| YTD | +3.4% | -24.3% | +27.7% | +9.3% |
| 1Y | +10.9% | -62.4% | +73.3% | +38.3% |
| 3Y | +74.8% | -58.2% | +133.0% | +80.5% |
| 5Y | +36.2% | -56.5% | +92.7% | +23.6% |
| All | +36.2% | -55.8% | +92.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling